Almost sure uniqueness of a global minimum without convexity
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Abstract: This paper establishes the argmin of a random objective function to be unique almost surely. This paper first formulates a general result that proves almost sure uniqueness without convexity of the objective function. The general result is then applied to a variety of applications in statistics. Four applications are discussed, including uniqueness of M-estimators, both classical likelihood and penalized likelihood estimators, and two applications of the argmin theorem, threshold regression and weak identification.
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Cites work
- scientific article; zbMATH DE number 3562121 (Why is no real title available?)
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